S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
SpotGamma Report for: 07/22/2021 AM
Daily Note: Futures are slightly higher to 4360 after a quiet overnight session. There was a substantial build in positive gamma which brings our estimated max move to just 71bbps/31pts for today. 4350 is large support with 4376 the next level overhead. 4400 is the top end of our range into Fridays close. Implied volatility […]
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